CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0505 |
-0.0061 |
-0.6% |
1.0556 |
| High |
1.0568 |
1.0506 |
-0.0062 |
-0.6% |
1.0568 |
| Low |
1.0503 |
1.0460 |
-0.0043 |
-0.4% |
1.0446 |
| Close |
1.0530 |
1.0436 |
-0.0094 |
-0.9% |
1.0530 |
| Range |
0.0065 |
0.0046 |
-0.0019 |
-29.2% |
0.0122 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13 |
45 |
32 |
246.2% |
212 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0605 |
1.0567 |
1.0461 |
|
| R3 |
1.0559 |
1.0521 |
1.0449 |
|
| R2 |
1.0513 |
1.0513 |
1.0444 |
|
| R1 |
1.0475 |
1.0475 |
1.0440 |
1.0471 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0466 |
| S1 |
1.0429 |
1.0429 |
1.0432 |
1.0425 |
| S2 |
1.0421 |
1.0421 |
1.0428 |
|
| S3 |
1.0375 |
1.0383 |
1.0423 |
|
| S4 |
1.0329 |
1.0337 |
1.0411 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0827 |
1.0597 |
|
| R3 |
1.0759 |
1.0705 |
1.0564 |
|
| R2 |
1.0637 |
1.0637 |
1.0552 |
|
| R1 |
1.0583 |
1.0583 |
1.0541 |
1.0549 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0498 |
| S1 |
1.0461 |
1.0461 |
1.0519 |
1.0427 |
| S2 |
1.0393 |
1.0393 |
1.0508 |
|
| S3 |
1.0271 |
1.0339 |
1.0496 |
|
| S4 |
1.0149 |
1.0217 |
1.0463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0568 |
1.0446 |
0.0122 |
1.2% |
0.0060 |
0.6% |
-8% |
False |
False |
51 |
| 10 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0071 |
0.7% |
65% |
False |
False |
92 |
| 20 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0076 |
0.7% |
65% |
False |
False |
81 |
| 40 |
1.0568 |
1.0189 |
0.0379 |
3.6% |
0.0041 |
0.4% |
65% |
False |
False |
44 |
| 60 |
1.0651 |
1.0189 |
0.0462 |
4.4% |
0.0029 |
0.3% |
53% |
False |
False |
31 |
| 80 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0022 |
0.2% |
82% |
False |
False |
24 |
| 100 |
1.0651 |
0.9483 |
0.1168 |
11.2% |
0.0018 |
0.2% |
82% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0626 |
|
1.618 |
1.0580 |
|
1.000 |
1.0552 |
|
0.618 |
1.0534 |
|
HIGH |
1.0506 |
|
0.618 |
1.0488 |
|
0.500 |
1.0483 |
|
0.382 |
1.0478 |
|
LOW |
1.0460 |
|
0.618 |
1.0432 |
|
1.000 |
1.0414 |
|
1.618 |
1.0386 |
|
2.618 |
1.0340 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0483 |
1.0514 |
| PP |
1.0467 |
1.0488 |
| S1 |
1.0452 |
1.0462 |
|